Take the subway. Catch the 4 train or the D train. If you are traveling on a weekday, you can also take the B train. Regardless of which train you board, you want to get off at 161st Street/Yankee Stadium.
Catch a bus. There are several buses to Yankee Stadium. From Manhattan, you can take the BX6, BX13 or the BX55. Each of these buses stops at 161st St./Grand Concourse. From there you have a very short walk to the stadium.
Drive to Yankee Stadium. From the East side of Manhattan, take the FDR north to exit 18. Cross the bridge and then follow the Major Deegan Expressway/Interstate 87 north. From there you can take exit 4 (149th st.) or exit 5 (155th st.). Coming from the East side of Manhattan, take the Henry Hudson Parkway north to exit 14. Follow 1-95 north to exit C1 (Major Deegan Expressway) then go south to exit 6 (161st st.).
Call a cab. If you just don’t want to think about it or take the risk of getting lost, you can call a cab. Get in and tell the cab driver you want to go to Yankee Stadium.